Publications Search Results

October 06, 2015

The Search found 3 of 14575 documents sorted by Date with the following criteria:
Subject/Keyword: distance-to-default

Results:  [New Search]   [Sort by Author]   [Sort by Title]  
Page: 1 

1. Title: Contagion Risk in the International Banking System and Implications for London as a Global Financial Center
  Author/Editor: Chan-Lau, Jorge A. ; Mitra, Srobona ; Ong, Li L.
  Published: April 01, 2007
  Subject(s): Bank soundness | International banking | Economic models | United Kingdom
  Author's Keyword(s): Bank soundness | co-exceedance | contagion risk | distance-to-default | extreme value theory | LOGIT
2. Title: Distance-to-Default in Banking: A Bridge Too Far?
  Author/Editor: Chan-Lau, Jorge A. ; Sy, Amadou N. R.
  Published: September 01, 2006
  Subject(s): Banks | Financial stability
  Author's Keyword(s): Banks | insolvency | closure | prompt corrective action | distance-to-default | distance-to-capital
3. Title: An Option-Based Approach to Bank Vulnerabilities in Emerging Markets
  Author/Editor: Arnaud Jobert ; Janet Kong ; Jorge A. Chan-Lau
  Series: IMF Working Papers
  Published: February 01, 2004
  Subject(s): Banks | Emerging markets | Financial crisis | International financial markets
  Author's Keyword(s): Distance-to-default | banks | emerging markets

Results:  [New Search] [Sort by Author] [Sort by Title]
Page: 1 

How to Order